Multiple environmental, behavioral, and hereditary factors affect pregnancy. Recent studies suggest that epigenetic modifications, such as DNA methylation (DNAm), affect both maternal and fetal health during the period of gestation. Some of the pregnancy-related risk factors can influence maternal DNAm, thus predisposing both the mother and the neonate to clinical adversities with long-lasting consequences. DNAm alterations in the promoter and enhancer regions modulate gene expression changes which play vital physiological role. In this review, we have discussed the recent advances in our understanding of maternal DNA methylation changes during pregnancy and its associated complications such as gestational diabetes and anemia, adverse pregnancy outcomes like preterm birth, and preeclampsia. We have also highlighted some major gaps and limitations in the area which if addressed might improve our understanding of pregnancy and its associated adverse clinical conditions, ultimately leading to healthy pregnancies and reduction of public health burden.